Once the variable is created drag it to the report body and then try to check the Input Control radio buttons and they should work for this column and the measures would also change based on your selection.

Remember to remove all the dimensions from the report body which you have used in the Input variable or else it would get confusing.

once you enter the Input control properties you will find two panes on the left hand side. In the “Multiple Selections” pane you have “check box” as a selection, select that and perform the same trick by customizing the List of Values.

once the whole step is complete you would have multiple selection option using check boxes.